Anic Equity¶

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Total return since start: 0.604 %¶

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Equity now: -----------------------------> 48993.49 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 41371.89 Kr¶

PnL: ---------------------------------------> -123.39 Kr¶

DD now: ---------------------------------> -7.769 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 10:18:09.636214'

Anic Portfolio¶

Today¶

Return: -0.628 %¶

This Week¶

Return: -0.628 %¶

Total portfolio value¶

Return including deposits: 60.392 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.520000 1675.260000 207.720000 14.150000 1467.540000
HEXPOL B 9 0.520000 1034.100000 16.200000 1.590000 1017.900000
JM 6 1.180000 872.400000 10.200000 1.180000 862.200000
BioGaia B 8 1.030000 937.600000 9.600000 1.030000 928.000000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
Byggmax Group 33 0.410000 958.320000 3.960000 0.410000 954.360000
AcadeMedia 8 0.400000 404.400000 3.200000 0.800000 401.200000
Atrium Ljungberg B 5 0.270000 935.500000 2.500000 0.270000 933.000000
EQT 4 0.290000 832.000000 2.400000 0.290000 829.600000
Orrön Energy 180 -0.040000 2039.400000 1.800000 0.090000 2037.600000
Sagax B 4 0.090000 852.800000 0.800000 0.090000 852.000000
Clas Ohlson B 12 0.060000 971.400000 0.600000 0.060000 970.800000
Bilia A 8 -0.180000 897.600000 0.000000 0.000000 897.600000
Creaspac SPAC 39 -0.110000 3708.900000 0.000000 0.000000 3708.900000
Catena 2 -0.150000 788.400000 -1.200000 -0.150000 789.600000
ASSA ABLOY B 3 -0.190000 775.500000 -1.500000 -0.190000 777.000000
Hoist Finance 35 -0.180000 976.500000 -1.750000 -0.180000 978.250000
Biotage 7 -0.220000 937.300000 -2.100000 -0.220000 939.400000
Gränges 9 -0.290000 923.400000 -2.700000 -0.290000 926.100000
Sagax A 4 -1.400000 848.000000 -4.000000 -0.470000 852.000000
Hexatronic Group 12 -0.600000 958.800000 -5.760000 -0.600000 964.560000
OX2 13 -0.690000 941.200000 -6.500000 -0.690000 947.700000
Addnode Group B 11 -1.440000 905.300000 -13.200000 -1.440000 918.500000
Alimak Group 11 -1.430000 913.000000 -13.200000 -1.430000 926.200000
Nordic Waterproofing Holding 7 -1.450000 950.600000 -14.000000 -1.450000 964.600000
Latour B 4 -2.850000 830.800000 -24.400000 -2.850000 855.200000
Hexagon B 26 -0.870000 3421.600000 -29.900000 -0.870000 3451.500000
Indutrade 5 -2.510000 1184.000000 -30.500000 -2.510000 1214.500000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Bufab 3 -3.420000 1068.600000 -37.800000 -3.420000 1106.400000
INVISIO 16 -1.090000 3640.000000 -40.000000 -1.090000 3680.000000
Vitec Software Group B 2 -5.070000 1029.000000 -55.000000 -5.070000 1084.000000
BHG Group 97 -4.000000 1397.770000 -57.230000 -3.930000 1455.000000
TOTAL 41385.600000 -109.680000 -7.74308% 41495.280000

Updated:¶

'2023-07-03 10:16:21.788318'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶